Currency correlation changes

by Himanshu Jain
(Tokyo)

eur/usd correlation

gbp/usd correlation

eur/jpy correlation

There are times when there are sudden changes in the correlation values of various currency majors. Generally after such phases there may be a tendency for them to go back to the normal level. Well, it can never be guaranteed as there are always a possibilities that the changes may remain for longer term but the possibilities of such occurring are always less.

Considering this such major changes always present the opportunities for entering the trades.

Let's see some of the tables which show the correlation values for past one year, one month and past one week.